Optimizing The Integrator Step Size for Hamiltonian Monte Carlo

24 November 2014

Papers citing "Optimizing The Integrator Step Size for Hamiltonian Monte Carlo"

8 / 8 papers shown

Title
Bayesian estimation for novel geometric INGARCH model Divya Kuttenchalil Andrews N. Balakrishna 17 0 0 02 Oct 2024
When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm? Yuansi Chen Khashayar Gatmiry 80 15 0 10 Apr 2023
Focusing on Difficult Directions for Learning HMC Trajectory Lengths Pavel Sountsov Matt Hoffman 8 9 0 22 Oct 2021
Fast methods for posterior inference of two-group normal-normal models P. Greengard J. Hoskins Charles C.Margossian Andrew Gelman Aki Vehtari 11 1 0 06 Oct 2021
A Survey of Monte Carlo Methods for Parameter Estimation D. Luengo Luca Martino M. Bugallo Victor Elvira S. Särkkä 14 153 0 25 Jul 2021
Asymptotically exact inference in differentiable generative models Matthew M. Graham Amos J. Storkey BDL 8 33 0 25 May 2016
Gradient-free Hamiltonian Monte Carlo with Efficient Kernel Exponential Families Heiko Strathmann Dino Sejdinovic Samuel Livingstone Z. Szabó A. Gretton BDL 24 76 0 08 Jun 2015
MCMC using Hamiltonian dynamics Radford M. Neal 170 3,260 0 09 Jun 2012